Tour v340
VXX
IPATH ETN LKD TO S&P Exchange Traded Note
$20.85 -3.07%
$20.95 (+0.47%)🌙
as of 07/15 07:19 PM
7/15 19:19

Option Volume

Detail
Current (07/15) 41,376
Calls: 35,685 (86%)
Puts: 5,691 (14%)
Prior (07/14) 21,927
Calls: 18,192 (83%)
Puts: 3,735 (17%)
Current vs Prior +88.70%
Calls: +96.16% (Calls)
Puts: +52.37% (Puts)
Prior 7-Day Total 321,222
Calls: 263,443 (82%)
Puts: 57,779 (18%)
Prior 7-Day Average 45,888
Calls: 37,634 (82%)
Puts: 8,254 (18%)
Current vs Prior 7-Day Avg -9.83%
Calls: -5.18%
Puts: -31.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $2.39M
Calls: $842.6K (35%)
Puts: $1.55M (65%)
Prior (07/14) $1.85M
Calls: $653.1K (35%)
Puts: $1.20M (65%)
Current vs Prior +28.94%
Calls: +29.01%
Puts: +28.90%
Prior 7-Day Total $20.45M
Calls: $10.49M (51%)
Puts: $9.96M (49%)
Prior 7-Day Average $2.92M
Calls: $1.50M (51%)
Puts: $1.42M (49%)
Current vs Prior 7-Day Avg -18.12%
Calls: -43.77%
Puts: +8.89%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 0.16
Prior (07/14) 0.21
Current vs Prior -22.32%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -35.73%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 163,388
Calls: 117,597 (72%)
Puts: 45,791 (28%)
Prior (07/14) 167,496
Calls: 116,442 (70%)
Puts: 51,054 (30%)
Current vs Prior -2.45%
Prior 7-Day Total 1,208,857
Calls: 857,821 (71%)
Puts: 351,036 (29%)
Prior 7-Day Average 172,693
Calls: 122,545 (71%)
Puts: 50,148 (29%)
Current vs Prior 7-Day Avg -5.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.14% | 6.09%6.14% | 15.01%
Prior 6.32% | 7.07%6.32% | 18.13%
Current vs Prior -2.90% | -13.80%-2.90% | -17.20%
Prior 7-Day Avg 5.37% | 7.92%7.52% | 18.40%
Current vs 7-Day Avg +14.32% | -23.06%-18.42% | -18.41%
Prior 7-Day Eod 6.32% | 7.07%6.32% | 18.13%
Current vs 7-Day Eod -2.90% | -13.80%-2.90% | -17.20%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Prior 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 78.77% | 16.09%
Calls: 121.43% | 15.25%
Puts: 36.11% | 16.92%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($1.55M). Above-average activity with volume up 89% vs prior. Extreme bullish P/C ratio of 0.16 - heavy call buying (35,685 calls vs 5,691 puts). P/C ratio dropping 22% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 240.300.33$0.329.4%5250.351.3K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.58, cheapest $0.32)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 240.300.33$0.329.4%5250.351.3K
$21.00Jul 240.450.50$0.4810.4%3570.4860
$21.50Jul 310.540.60$0.5710.5%890.4072
$20.50Jul 240.650.76$0.7115.5%210.64108
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 310.750.90$0.8318.1%110.51313

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 172.633.80$3.2236.3%20.9923
$17.00Jul 173.754.80$4.2824.5%20.9948
$19.00Jul 171.791.99$1.8910.6%1340.996
$18.00Jul 312.653.60$3.1330.4%20.96--
$20.00Jul 170.851.05$0.9521.1%800.96289
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 172.072.79$2.4329.6%211.0044
$25.00Jul 173.904.60$4.2516.5%101.00779
$23.00Jul 171.842.20$2.0217.8%960.98605
$22.50Jul 171.481.80$1.6419.5%440.95291
$24.00Jul 172.884.15$3.5236.1%100.951.2K

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 23.7K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.050.07$0.0633.3%7.2K0.1310.6K
$24.00Jul 240.000.27$0.14192.9%3.3K0.121.7K
$22.00Jul 240.140.26$0.2060.0%1.2K0.241.6K
$21.00Jul 170.190.28$0.2437.5%1.2K0.451.9K
$22.50Jul 170.030.05$0.0450.0%8220.0815.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 170.280.37$0.3327.3%1.1K0.563.3K
$20.50Jul 240.260.33$0.3023.3%3160.36320
$22.00Jul 170.921.25$1.0930.3%2730.902.8K
$20.00Jul 170.000.02$0.01200.0%2330.051.5K
$20.50Jul 310.320.78$0.5583.6%2080.41839

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 55.5%, max 137.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 17Jul 31166.3%70.0%137.5%211.6K
$18.00Jul 17Aug 2190.7%46.9%93.5%324
$24.00Jul 17Aug 21121.8%67.2%81.2%4097.1K
$25.00Jul 17Aug 28114.1%74.0%54.2%677.8K
$23.50Jul 17Jul 3189.3%61.2%45.9%1063.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 17Aug 28166.3%73.0%127.9%9122
$25.00Jul 17Aug 28114.1%74.0%54.2%12779
$22.50Jul 17Jul 3171.7%53.4%34.3%54291
$23.50Jul 17Aug 789.3%68.8%29.8%2244
$23.00Jul 17Aug 2179.2%61.7%28.3%1081.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 7.33, avg 2.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Aug 21$0.12$0.88$0.127.33$23.12
$23.00$24.00Aug 7$0.14$0.86$0.146.14$23.14
$21.00$22.00Aug 28$0.14$0.86$0.146.14$21.14
$22.00$25.00Aug 14$0.44$2.56$0.445.82$22.44
$21.00$22.00Jul 17$0.18$0.82$0.184.56$21.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$19.00$18.00Aug 21$0.13$0.87$0.136.69$18.87
$19.00$18.00Aug 7$0.19$0.81$0.194.26$18.81
$20.00$19.50Jul 24$0.10$0.40$0.104.00$19.90
$20.00$19.50Jul 31$0.11$0.39$0.113.55$19.89
$17.50$17.00Aug 28$0.13$0.37$0.132.85$17.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 8.26, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$20.00Aug 14$2.23$2.23$0.278.26$19.73
$18.00$19.00Aug 21$0.79$0.79$0.213.76$18.79
$20.00$21.00Jul 17$0.71$0.71$0.292.45$20.71
$19.00$20.00Jul 31$0.69$0.69$0.312.23$19.69
$20.00$20.50Jul 24$0.34$0.34$0.162.13$20.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.50Aug 7$1.30$1.30$0.206.50$23.70
$24.50$20.50Aug 28$3.24$3.24$0.764.26$21.26
$21.50$21.00Jul 24$0.40$0.40$0.104.00$21.10
$22.00$21.00Aug 21$0.80$0.80$0.204.00$21.20
$22.00$21.00Jul 17$0.76$0.76$0.243.17$21.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.19, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 17Jul 24$0.0989.3%61.0%
$24.00Jul 17Jul 24$0.09121.8%72.5%
$20.00Jul 17Jul 24$0.1036.4%35.5%
$23.00Jul 17Jul 24$0.1179.2%56.5%
$22.00Jul 17Jul 24$0.1461.5%44.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.50Jul 24Jul 31$0.0831.2%32.8%
$22.50Jul 17Jul 24$0.1271.7%52.8%
$20.00Jul 17Jul 24$0.1336.4%35.5%
$22.00Jul 17Jul 24$0.1861.5%44.7%
$23.00Jul 17Jul 24$0.2179.2%56.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 2.73% of stock, avg 12.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$21.00Jul 17$0.24$0.33$0.57$20.43$21.572.73%
$20.00Jul 17$0.95$0.01$0.96$19.04$20.964.60%
$20.50Jul 24$0.71$0.30$1.01$19.49$21.514.84%
$21.00Jul 24$0.48$0.56$1.04$19.96$22.044.99%
$22.00Jul 17$0.06$1.09$1.15$20.85$23.155.52%
$20.00Jul 24$1.05$0.14$1.19$18.81$21.195.71%
$21.50Jul 24$0.32$0.96$1.28$20.22$22.786.14%
$22.00Jul 24$0.20$1.27$1.47$20.53$23.477.05%
$20.50Jul 31$0.95$0.55$1.50$19.00$22.007.19%
$20.00Jul 31$1.28$0.23$1.51$18.49$21.517.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.86% of stock, avg 5.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$19.50Jul 24$0.14$0.04$0.18$19.32$23.18
$23.00$19.00Jul 24$0.14$0.06$0.20$18.80$23.20
$22.50$19.50Jul 24$0.18$0.04$0.22$19.28$22.72
$22.00$19.50Jul 24$0.20$0.04$0.24$19.26$22.24
$22.50$19.00Jul 24$0.18$0.06$0.24$18.76$22.74
$22.00$19.00Jul 24$0.20$0.06$0.26$18.74$22.26
$23.00$20.00Jul 24$0.14$0.14$0.28$19.72$23.28
$22.50$20.00Jul 24$0.18$0.14$0.32$19.68$22.82
$22.00$20.00Jul 24$0.20$0.14$0.34$19.66$22.34
$21.50$19.50Jul 24$0.32$0.04$0.36$19.14$21.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 6.69, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2224/25Jul 17$0.87$0.136.69$21.13$25.37
19/2022/23Aug 21$0.85$0.155.67$19.15$22.85
20/2122/23Aug 21$0.85$0.155.67$20.15$22.85
19/2020/21Aug 28$0.83$0.174.88$19.17$21.33
20/2122/22Jul 31$0.39$0.113.55$20.61$21.89
20/2122/22Jul 24$0.38$0.123.17$20.62$21.88
20/2122/22Jul 31$0.38$0.123.17$20.62$22.38
19/2021/22Aug 21$0.76$0.243.17$19.24$21.76
20/2020/21Jul 31$0.35$0.152.33$19.65$20.85
19/2021/22Aug 28$0.70$0.302.33$19.30$21.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 24$0.06$0.447.33
$20.50$21.00$21.50Jul 24$0.07$0.436.14
$23.00$24.00$25.00Aug 7$0.14$0.866.14
$20.00$20.50$21.00Jul 31$0.09$0.414.56
$23.00$23.50$24.00Jul 31$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$19.50$20.00$20.50Jul 24$0.06$0.447.33
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$20.00$20.50$21.00Jul 24$0.10$0.404.00
$19.00$19.50$20.00Jul 24$0.12$0.383.17
$22.50$23.00$23.50Jul 31$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.06, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$25.001:2Aug 14-$0.06$2.94
$22.00$25.001:2Aug 28-$0.13$2.87
$23.00$24.001:2Aug 7-$0.21$0.79
$24.00$25.001:2Aug 7-$0.35$0.65
$20.00$21.001:2Aug 7-$0.48$0.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Aug 28-$0.06$0.94
$19.00$18.001:2Aug 21-$0.09$0.91
$19.00$18.001:2Aug 14-$0.33$0.67
$21.00$20.001:2Aug 21-$0.35$0.65
$18.50$17.501:2Aug 28-$0.43$0.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 6.76%, avg 2.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$21.00Aug 28$1.410.530.7%6.76%7.48%9314
$21.00Aug 21$1.320.540.7%6.33%7.05%12650
$22.00Aug 28$1.310.465.5%6.28%11.80%37278
$22.00Aug 21$1.100.455.5%5.28%10.79%311881
$21.00Aug 14$1.050.520.7%5.04%5.76%94
$21.00Aug 7$0.750.490.7%3.60%4.32%11210
$25.00Aug 28$0.730.2819.9%3.50%23.41%510
$23.00Aug 21$0.710.3610.3%3.41%13.72%96377
$24.00Aug 21$0.660.3015.1%3.17%18.27%221.5K
$21.50Aug 14$0.650.463.1%3.12%6.24%6--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 35,685
Total Puts 5,691
Put/Call Ratio 0.16
Net Difference 29,994

Prior's Put/Call Breakdown

Total Calls 18,192
Total Puts 3,735
Put/Call Ratio 0.21
Net Difference 14,457

Prior 7-Day Put/Call Summary

Total Calls 263,443
Total Puts 57,779
Average Put/Call Ratio 0.25
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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